Securitization, structuring and pricing of longevity risk (Q659203): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2009.09.014
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+W3123606188
@@ Property / OpenAlex ID: W3123606188 / rank @@
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@@ Property / cites work @@
+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Affine processes for dynamic mortality and actuarial valuations
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@@ Property / cites work @@
+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+Modeling and Forecasting U.S. Mortality
@@ Property / cites work: Modeling and Forecasting U.S. Mortality / rank @@
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+A Universal Framework for Pricing Financial and Insurance Risks
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